NYMEX Light Sweet Crude Oil Future December 2023


Trading Metrics calculated at close of trading on 27-Oct-2023
Day Change Summary
Previous Current
26-Oct-2023 27-Oct-2023 Change Change % Previous Week
Open 85.37 83.53 -1.84 -2.2% 88.00
High 85.59 85.90 0.31 0.4% 88.29
Low 82.56 83.10 0.54 0.7% 82.08
Close 83.21 85.54 2.33 2.8% 85.54
Range 3.03 2.80 -0.23 -7.6% 6.21
ATR 2.78 2.78 0.00 0.1% 0.00
Volume 341,792 333,760 -8,032 -2.3% 1,791,119
Daily Pivots for day following 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 93.25 92.19 87.08
R3 90.45 89.39 86.31
R2 87.65 87.65 86.05
R1 86.59 86.59 85.80 87.12
PP 84.85 84.85 84.85 85.11
S1 83.79 83.79 85.28 84.32
S2 82.05 82.05 85.03
S3 79.25 80.99 84.77
S4 76.45 78.19 84.00
Weekly Pivots for week ending 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 103.93 100.95 88.96
R3 97.72 94.74 87.25
R2 91.51 91.51 86.68
R1 88.53 88.53 86.11 86.92
PP 85.30 85.30 85.30 84.50
S1 82.32 82.32 84.97 80.71
S2 79.09 79.09 84.40
S3 72.88 76.11 83.83
S4 66.67 69.90 82.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.29 82.08 6.21 7.3% 3.12 3.6% 56% False False 358,223
10 89.85 82.08 7.77 9.1% 2.83 3.3% 45% False False 330,669
20 89.89 80.20 9.69 11.3% 2.84 3.3% 55% False False 288,415
40 92.48 80.20 12.28 14.4% 2.41 2.8% 43% False False 234,811
60 92.48 77.03 15.45 18.1% 2.16 2.5% 55% False False 193,975
80 92.48 70.50 21.98 25.7% 2.06 2.4% 68% False False 169,607
100 92.48 66.36 26.12 30.5% 2.08 2.4% 73% False False 152,754
120 92.48 66.36 26.12 30.5% 2.10 2.5% 73% False False 137,840
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.67
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 97.80
2.618 93.23
1.618 90.43
1.000 88.70
0.618 87.63
HIGH 85.90
0.618 84.83
0.500 84.50
0.382 84.17
LOW 83.10
0.618 81.37
1.000 80.30
1.618 78.57
2.618 75.77
4.250 71.20
Fisher Pivots for day following 27-Oct-2023
Pivot 1 day 3 day
R1 85.19 85.02
PP 84.85 84.51
S1 84.50 83.99

These figures are updated between 7pm and 10pm EST after a trading day.

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